| Scorecard |
|---|
|
3 / 5 Stars
|
|
Lipper
1
1
1
3
2
|
|
Zacks Investment Research
1
(Strong Buy)
|
|
Standard & Poor's
3 / 5 Stars
|
|
TheStreet.com
E
(Sell)
|
Risk
Volatility Measurements
Updated 05.31.2013
| Standard Deviation | 18.27 |
| Mean | 0.49 |
| Sharpe Ratio | 0.32 |
| Bear Market Decile Rank | 88 |
Modern Portfolio Theory Statistics
Updated 05.31.2013
|
Standard Index MSCI EAFE NR USD |
Best Fit Index MSCI AC Far East Ex Japan NR USD |
|
|---|---|---|
| R-Squared | 57.88 | 71.07 |
| Beta | 0.76 | 0.81 |
| Alpha | -3.42 | -3.12 |
